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dc.contributor.authorOvalle Muñoz, Diana Paola
dc.contributor.authorRuiz Medina, María Dolores 
dc.date.accessioned2024-05-07T07:16:47Z
dc.date.available2024-05-07T07:16:47Z
dc.date.issued2024-01-12
dc.identifier.citationOvalle–Muñoz, D.P., Ruiz–Medina, M.D. LRD spectral analysis of multifractional functional time series on manifolds. TEST (2024). [https://doi.org/10.1007/s11749-023-00913-7]es_ES
dc.identifier.urihttps://hdl.handle.net/10481/91458
dc.descriptionSupplementary Information The online version contains supplementary material available at https://doi.org/10.1007/s11749-023-00913-7.es_ES
dc.description.abstractThis paper addresses the estimation of the second-order structure of a manifold crosstime random field (RF) displaying spatially varying Long Range Dependence (LRD), adopting the functional time series framework introduced in Ruiz-Medina (Fract Calc Appl Anal 25:1426–1458, 2022). Conditions for the asymptotic unbiasedness of the integrated periodogram operator in the Hilbert–Schmidt operator norm are derived beyond structural assumptions.Weak-consistent estimation of the long-memory operator is achieved under a semiparametric functional spectral framework in the Gaussian context. The case where the projected manifold process can display Short Range Dependence (SRD) and LRD at different manifold scales is also analyzed. The performance of both estimation procedures is illustrated in the simulation study, in the context of multifractionally integrated spherical functional autoregressive–moving average (SPHARMA(p,q)) processes.es_ES
dc.description.sponsorshipProjects MCIN/ AEI/PID2022-142900NBI00, and CEX2020-001105-M MCIN/ AEI/10.13039/501100011033)es_ES
dc.language.isoenges_ES
dc.publisherSpringer Naturees_ES
dc.rightsAtribución 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/*
dc.subjectConnected and compact two-point homogeneous spaceses_ES
dc.subjectIbragimov contrast functiones_ES
dc.subjectLRD multifractionally integrated functional time serieses_ES
dc.titleLRD spectral analysis ofmultifractional functional time series on manifoldses_ES
dc.typejournal articlees_ES
dc.rights.accessRightsopen accesses_ES
dc.identifier.doi10.1007/s11749-023-00913-7
dc.type.hasVersionVoRes_ES


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